Yeah you are right. The version on the VPS is not running enough EUR/JPY data.
I backtested on my local virtual box version and got similar results to yourself.
Walk-Forward Test ONS Sphin 14-10-2015 portfolio
Simulated account AssetsFix.dta Bar period 24 hours (avg 2026 min) Simulation period 22.06.2005-31.10.2015 (2688 bars) Test period 19.07.2011-31.10.2015 (1113 bars) Lookback period 120 bars (24 weeks) WFO test cycles 4 x 278 bars (57 weeks) Training cycles 5 x 1575 bars (326 weeks) Monte Carlo cycles 200 Assumed slippage 10.0 sec Capital invested 50000$
Gross win/loss 180413$ / -57901$ (+5054p) Average profit 28593$/year, 2383$/month, 110$/day Max drawdown -9368$ 8% (MAE -9368$ 8%) Total down time 61% (TAE 6%) Max down time 21 weeks from Mar 2014 Max open margin 20616$ Max open risk 31837$ Trade volume 50690254$ (11830425$/year) Transaction costs -3343$ spr, 0.00$ slp, 0.00$ rol, -2159$ com Capital required 28455$
Number of trades 236 (56/year, 2/week, 1/day) Percent winning 61% Max win/loss 11199$ / -3467$ Avg trade profit 519$ 21.4p (+51.7p / -26.0p) Avg trade slippage 0.00$ 0.0p (+0.0p / -0.0p) Avg trade bars 1 (+1 / -1) Max trade bars 1 (24 hours) Time in market 21% Max open trades 5 Max loss streak 8 (uncorrelated 6)
Annual growth rate 34% Profit factor 3.12 (PRR 2.59) Sharpe ratio 1.86 Kelly criterion 6.05 R2 coefficient 0.947 Ulcer index 2.4% Prediction error 47%
